+2,242.0%
CDNS vs SIMO
+2,080.4%
+161.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +1.7% |
| 7D | -2.4% | -22.0% | +19.6% | +3.0% |
| 30D | -10.2% | -43.0% | +32.9% | +1.7% |
| 3M | -5.5% | -39.1% | +33.7% | +3.8% |
| 6M | -9.9% | -33.3% | +23.4% | -5.9% |
| YTD | +2.3% | +77.0% | -74.6% | -19.7% |
| 1Y | -1.4% | +73.0% | -74.4% | -22.2% |
| 3Y | +28.1% | +215.7% | -187.6% | -14.9% |
| 5Y | +79.7% | +155.6% | -75.9% | +20.2% |
| 10Y | +1,183.3% | +388.4% | +794.9% | +593.3% |
| All | +2,242.0% | +2,080.4% | +161.6% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling